+48.0%
CVX vs CRS
+636.8%
-588.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | +10.7% | -18.1% | +28.8% | +11.8% |
| 3M | +15.5% | -12.4% | +27.9% | +15.9% |
| 6M | +14.9% | +15.9% | -1.0% | +12.2% |
| YTD | +44.2% | +45.8% | -1.6% | +36.7% |
| 1Y | +43.5% | +87.8% | -44.2% | +31.2% |
| All | +48.0% | +636.8% | -588.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling